+11,697.7%
GOOGL vs SAN
+330.9%
+11,366.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +1.6% | +3.4% | -1.8% | +0.4% |
| 30D | -16.8% | -6.3% | -10.5% | -15.3% |
| 3M | -14.6% | -14.1% | -0.5% | -10.8% |
| 6M | -24.4% | +4.2% | -28.6% | -25.9% |
| YTD | -6.1% | +9.0% | -15.1% | -9.7% |
| 1Y | +1.0% | +18.8% | -17.8% | -5.7% |
| 3Y | +123.4% | +252.0% | -128.6% | +44.3% |
| 5Y | +103.2% | +299.5% | -196.2% | +22.5% |
| 10Y | +667.7% | +276.7% | +391.1% | +337.8% |
| All | +11,697.7% | +330.9% | +11,366.8% | +5,009.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling